Yes, I think you really do. It’s better to be safe than sorry, even if safe will cost you some money.
While you may think it never rains, your wedding day could be the one day your never-rains location gets a storm and you don’t want to risk having to cancel or postpone your wedding.
Talk to your location and see what their policy is in case of rain - whether a sun shower or thunderstorm. Do they have tents available or do you have to go through a tent rental company?
Ask how far in advance of your wedding you would have to make a decision re: constructing a tent. Can you make the decision day of or a day or two before? And what if the rain lets up after your wedding has started -- are there walls you can remove or roll up?
There’s also the jinxing factor. By not reserving a tent you could be jinxing yourself.